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Make your sugar cookie dough and divide into thirds. Line a 9x5 loaf pan with waxed paper and press one third of the dough in the bottom. Place another third in a bowl and add a small amount of orange food color. Mix until well blended and then press the orange dough on top of the white. Place the remaining third in a bowl and use yellow food color. Press the yellow dough on top of the orange and then cover with plastic wrap and refrigerate at least 2 hours.
Invert loaf pan onto a cutting surface. Peel off the waxed paper and slice loaf cross-wise into 1/4 inch slices. I actually used a metal ruler as a cutting edge for the slices so they'd be equal and even. Lay the slice on its side and cut into 6 (or so) wedges. Place on ungreased cookie sheet about an inch apart. Bake at 375 degrees for 7-10 minutes. Cool 1 minute and immediately place warm cookies in a bowl with sugar, rolling to coat. Store in loosely covered container.
You can use your own recipe for the dough, but here's the one I used. A soft, easy to work with dough.
1 cup butter, softened (I use unsalted)
1 1/2 cup sugar, divided use (Use the 1/2 cup for coating finished cookies)
1 large egg
2 T orange juice (I used milk instead)
2 t orange zest (did not use)
1/8 salt
3 cups flour
1/2 t baking soda
This recipe made about 15 dozen miniature cookies.